Kaijie Cui

Kaijie Cui, Ph. D. (Canada) in Applied Mathematics, currently a quantitative analyst with Royal Bank of Canada, with focus on risk management models, automations and implementations for CCAR, IFRS9, and stress testing purposes. His early researches focused on stochastic models and applications in weather derivatives, market risk and credit risk modelling. His Ph.D. thesis included several research projects of weather derivatives modelling, pricing and applications published in Journal of Energy Markets and Journal of Mathematical Finance. He started working for consulting and banking industry in 2014.

Follow Kaijie

Articles by Kaijie Cui

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: